+685.3%
AU vs STZ
-37.5%
+722.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.1% | -4.7% |
| 7D | -7.0% | -4.1% | -2.9% | -6.2% |
| 30D | +7.3% | -7.6% | +14.9% | +8.9% |
| 3M | +33.2% | -12.3% | +45.5% | +36.6% |
| 6M | -0.6% | -16.3% | +15.7% | +2.8% |
| YTD | +26.2% | -8.4% | +34.5% | +27.5% |
| 1Y | +68.3% | -10.8% | +79.1% | +70.7% |
| 3Y | +592.1% | -49.0% | +641.1% | +706.3% |
| 5Y | +685.3% | -36.5% | +721.7% | +830.5% |
| All | +685.3% | -37.5% | +722.8% | +830.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling